Evaluate the following statement and choose one of the suggested answers in the responses "If the expected return of Investment A is 12 percent and that of Investment Bis 14 percent, and both have the same variance, then a non-diversified investors (one who has a low-risk portfolio) would prefer stock B to stock A in order to maximize his investment return." Select one: O a. I disagree with the statement b. none of the suggestions above are a correct response c. an investor is risk averse and would not invest in any of the investments. d. I agree with the statement PhotoGrid